+478.1%
FLEX vs IEF
+9.9%
+468.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.4% |
| 7D | +7.0% | +0.1% | +6.9% | +6.9% |
| 30D | -5.8% | -0.7% | -5.1% | -5.6% |
| 3M | -24.2% | -0.4% | -23.8% | -24.1% |
| 6M | +90.8% | -2.5% | +93.3% | +91.2% |
| YTD | +89.2% | -1.6% | +90.8% | +89.8% |
| 1Y | +104.7% | -1.3% | +106.0% | +105.5% |
| 3Y | +478.1% | +10.1% | +468.0% | +445.7% |
| All | +478.1% | +9.9% | +468.2% | +445.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IEF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling